Dataset catalog

Crypto Market Data Datasets

L2 order books, tick trades, ticker statistics, liquidations, open interest, funding rates. Hourly Parquet files from 9 exchanges.

Get API key Read docs

9

Exchanges

15

Venue IDs

6

Data types

2025-06-28

History since

Browse the data

Exchange

Data type

Binance · Order Book

Binance Historical Order Book Data (Spot & Futures)

Open dataset page Download sample hour

History start: 2025-06-28
Symbols: 2,887
Venue IDs: binance_futuresUSDⓈ-M futuresbinance_spotSpot

binance_futures/2026-09-02/12/BTCUSDT_orderbook.parquet5,451,975 rows

received_time	event_time	transaction_time	symbol	event_type	first_update_id	final_update_id	prev_final_update_id	last_update_id	side	price	quantity	order_count
1788350400007361359	1788350399886	1788350399885	BTCUSDT	update	11454752530038	11454752532647	11454752529739	null	bid	26288.50	0.119	null
1788350400007361359	1788350399886	1788350399885	BTCUSDT	update	11454752530038	11454752532647	11454752529739	null	ask	76788.60	2.682	null
1788350400007361359	1788350399886	1788350399885	BTCUSDT	update	11454752530038	11454752532647	11454752529739	null	bid	26488.50	0.028	null

Columns · 13

received_time: INT64
event_time: INT64
transaction_time: INT64?
symbol: STRING
event_type: STRING
first_update_id: INT64?
final_update_id: INT64?
prev_final_update_id: INT64?
last_update_id: INT64?
side: STRING
price: STRING
quantity: STRING
order_count: INT64?

binance_orderbook.py

1import cryptohftdata as chd
2
3client = chd.CryptoHFTDataClient(api_key="YOUR_API_KEY")
4
5df = client.get_orderbook(
6    symbol="BTCUSDT",
7    exchange=chd.exchanges.BINANCE_FUTURES,
8    start_date="2026-09-02",
9    end_date="2026-09-02",
10)
11
12print(df.head())